I am not familiar with the HP Pro 3515 MT, but on other products (like Workstations), the fan speed is detected by the BIOS, before the OS is loaded. Upgrading from Win7 to Win10 should not cause fan failures.
Vanninman wrote: "However, there appears to be nothing wrong with the fan, i.e. it spins absolutely fine - that is, once it kicks into life after hitting the F1 key."
The fan should be spinning when the system is powered up. If the fan is not spinning, then the BIOS will give this error. If the fan is not spinning until you hit the F1 key, something is wrong.
Sometimes fans are slow to spin up, and give this fan detect error. Sometimes fans get clogged with dust, which causes them to stop spinning. Or if the fan connector is unseated, then the error will occur (not in your case, since the fan spins after an F1 key press). Usually fan failures are fixed by replacing the fan.